+293.4%
WBD vs INCY
+1,461.5%
-1,168.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | -1.7% | -2.2% | +0.5% | -1.3% |
| 30D | +3.9% | +3.7% | +0.2% | +3.1% |
| 3M | +5.1% | +22.1% | -17.0% | +0.9% |
| 6M | +0.6% | +29.8% | -29.2% | -4.8% |
| YTD | -3.2% | +27.6% | -30.7% | -8.3% |
| 1Y | +127.7% | +47.2% | +80.4% | +108.8% |
| 3Y | +146.6% | +97.0% | +49.6% | +111.4% |
| 5Y | +4.2% | +73.4% | -69.2% | -8.7% |
| 10Y | +13.7% | +59.2% | -45.6% | -5.7% |
| All | +293.4% | +1,461.5% | -1,168.1% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling